Air Lease Corp (AL)

48.57 +1.11 (+2.34%) USD  |  NYSE  |  Dec 20, 16:00
48.61 +0.04 (+0.08%) After-Hours: 20:00
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Air Lease Max Drawdown (5Y): 78.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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FTAI Aviation Ltd 72.53%
GATX Corp 38.30%
Willis Lease Finance Corp 79.76%
H&E Equipment Services Inc 76.53%
McGrath RentCorp 43.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.05
Beta (5Y) 1.606
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.16%
Historical Sharpe Ratio (5Y) 0.0318
Historical Sortino (5Y) 0.0442
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.72%